-39.9%
AXON vs IP
+2.3%
-42.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | +0.2% | +3.4% | -3.2% | -0.8% |
| 30D | +3.0% | +11.2% | -8.2% | -0.3% |
| 3M | -30.1% | -14.8% | -15.4% | -26.9% |
| 6M | +7.7% | +17.3% | -9.6% | +5.7% |
| YTD | -25.3% | -6.2% | -19.1% | -25.2% |
| 1Y | -39.9% | +2.3% | -42.3% | -42.1% |
| All | -39.9% | +2.3% | -42.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling